+143.3%
DELL vs HUM
+51.1%
+92.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -24.6% | +1.6% | -26.2% | -24.9% |
| 30D | -32.5% | +3.5% | -36.0% | -33.2% |
| 3M | -20.2% | +15.5% | -35.7% | -23.1% |
| 6M | +76.5% | +76.2% | +0.3% | +54.6% |
| YTD | +198.9% | +64.5% | +134.4% | +156.5% |
| 1Y | +143.3% | +50.0% | +93.3% | +113.4% |
| All | +143.3% | +51.1% | +92.2% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling